You can send messages, in game, to other Overlords. To send mail to your Friends, select their portrait from the Friend's Bar, and choose mail. You can send a Message to Overlords who are not your Friends by locating their Dungeon in the Overworld, and selecting the Mail icon from the left hand menu.
You will get a notification when you get mail. Selecting the Social tab, then the Mailbox tab will bring up your inbox, as well as additional options.